+24.6%
XBI vs GFS
0.0%
+24.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.5% | -0.9% |
| 7D | -4.6% | +3.8% | -8.5% | -5.5% |
| 30D | -2.0% | -11.7% | +9.7% | +0.9% |
| 3M | +17.8% | -41.8% | +59.6% | +33.1% |
| 6M | +23.7% | +6.6% | +17.1% | +16.8% |
| YTD | +28.2% | +34.6% | -6.4% | +12.2% |
| 1Y | +64.0% | +46.2% | +17.8% | +39.4% |
| 3Y | +99.4% | -20.3% | +119.7% | +93.0% |
| All | +24.6% | 0.0% | +24.6% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling